+282.4%
MXL vs IWF
+1,020.6%
-738.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +8.3% |
| 7D | +19.0% | +0.5% | +18.5% | +17.8% |
| 30D | +4.5% | -1.4% | +5.9% | +7.3% |
| 3M | -1.5% | +0.4% | -2.0% | +1.9% |
| 6M | +348.6% | +8.5% | +340.2% | +317.2% |
| YTD | +310.3% | +3.7% | +306.6% | +309.4% |
| 1Y | +344.7% | +8.5% | +336.2% | +319.3% |
| 3Y | +211.2% | +78.5% | +132.7% | +52.3% |
| 5Y | +34.8% | +73.6% | -38.8% | -26.5% |
| 10Y | +286.5% | +421.3% | -134.7% | -50.6% |
| All | +282.4% | +1,020.6% | -738.2% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling